估計函數

Abstract

In this paper, we first extend some classical criteria for characterizing any finite-sample optimal estimating functions for the parameter of interest in a more general setting. Secondly, we give appropriate sufficient conditions for the existence of any finite-sample optimal estimating function for the parameter of interest in linear or non-orthogonal models. Finally, the example of megalithic stone rings (Angell and Barber, 1977) is discussed thoroughly to illustrate the theory.

In this paper, we first extend some classical criteria for characterizing any finite-sample optimal estimating functions for the parameter of interest in a more general setting. Secondly, we give appropriate sufficient conditions for the existence of any finite-sample optimal estimating function for the parameter of interest in linear or non-orthogonal models. Finally, the example of megalithic stone rings (Angell and Barber, 1977) is discussed thoroughly to illustrate the theory.